Universitetskaya nab., 7/9, St. Petersburg, Russia, 199034
Andrei Markov enrolled in the University of Saint Petersburg (now Saint Petersburg State University) in 1874, where he earned a bachelor’s degree in 1878, a master’s degree in 1880, and a doctorate in 1884.
Universitetskaya nab., 7/9, St. Petersburg, Russia, 199034
Andrei Markov enrolled in the University of Saint Petersburg (now Saint Petersburg State University) in 1874, where he earned a bachelor’s degree in 1878, a master’s degree in 1880, and a doctorate in 1884.
https://www.amazon.com/Theory-Algorithms-Mathematics-its-Applications/dp/9027727732/ref=sr_1_1?keywords=Theory+of+Algorithms+Markov&qid=1578570898&s=books&sr=1-1
1954
academician educator mathematician
Andrey Markov was born on June 14, 1854 Ryazan, Russian Empire (now Russian Federation). He was the son of Andrey Grigorievich Markov, a state forestry department employee and estate caretaker, and Nadezhda Petrovna Markova. Markov had a younger brother Vladimir Andreyevich Markov.
As a child, Markov had health problems and used crutches until he was 10 years old.
Andrey Markov attended Petersburg Grammar School, where he was seen as a rebellious student by a select few teachers. In his academics he performed poorly in most subjects other than mathematics.
In 1874 he enrolled in the University of Saint Petersburg (now Saint Petersburg State University), where he earned a bachelor’s degree in 1878, a master’s degree in 1880, and a doctorate in 1884. Among his teachers there were Yulian Sokhotski, Konstantin Posse, Yegor Zolotarev, Pafnuty Chebyshev, Aleksandr Korkin, Mikhail Okatov, Osip Somov, and Nikolai Budaev.
Andrey Markov became a professor at St. Petersburg State University in 1886. Although he officially retired in 1905, he continued to teach probability courses at the university almost to his deathbed. In addition, he taught at high schools and continued his own mathematical studies.
While his early work was devoted to number theory and analysis after 1900 Markov was chiefly occupied with probability theory. In 1887 Markov’s teacher Pafnuty Chebyshev outlined a proof of a generalized central limit theorem. Using a different approach, Chebyshev’s student Aleksandr Lyapunov proved the theorem under weakened hypotheses in 1901. Eight years later Markov succeeded in proving the general result rigorously using Chebyshev’s method. While working on this problem, he extended both the law of large numbers (which states that the observed distribution approaches the expected distribution with increasing sample size) and the central limit theorem to certain sequences of dependent random variables forming special classes of what are now known as Markov chains.
These chains of random variables have found numerous applications in modern physics. One of the earliest applications was to describe Brownian motion, the small, random fluctuations or jiggling of small particles in suspension. Another frequent application is to the study of fluctuations in stock prices, generally referred to as random walks.
Additionally, Markov was the author of a number of books, including "Differential Calculus" and "Probability Calculus", among others.
Andrey Markov was elected a member of the Russian Academy of Sciences in 1896.
Andrey Markov had a son, Andrey Andreyevich Markov Jr. (1903-1979), a notable mathematician, who made contributions to constructive mathematics and recursive function theory.
